[R-SIG-Finance] Irregular time series and tick data

[Noah Silverman]

Hi,

I have some tick data that I want to analyze.

The file given to me has date and time in separate columns.
There may be multiple transactions with the same date and time stamps

I tried using the its package to convert them into a nice time series object, but it complains about multiple items with the same index.

Does anyone have any guidance as to how to best do this in R??

Below are a few lines of the data
  symbol as_of_date as_of_time close_price volume
1  WCH07 2007-01-01   18:32:01      882.50     20
2  WCH07 2007-01-01   18:32:01      882.50      5
3  WCH07 2007-01-01   18:32:06      882.75      2
4  WCH07 2007-01-01   18:32:06      883.00      1
5  WCH07 2007-01-01   18:32:06      883.00      2
6  WCH07 2007-01-01   18:32:07      883.00      1

Thanks!

-N